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Supply and demand shifts of shorts before Fed announcements during QE1-QE3
McInish, Thomas H.; Neely, Christopher J.; Planchon, Jade - 2020
Persistent link: https://www.econbiz.de/10012503611
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Post-COVID central bank balance sheet normalization and its implications : the case of ASEAN-4 economies
Khor, Hoe Ee; Runchana Pongsaparn; Pim-orn Wacharaprapapong - 2024
Persistent link: https://www.econbiz.de/10014513956
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Channel systems : why is there a positive spread?
Berentsen, Aleksander; Marchesiani, Alessandro; Waller, … - 2010
Persistent link: https://www.econbiz.de/10008736581
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Climate risk, bank lending and monetary policy
Altavilla, Carlo; Boucinha, Miguel; Pagano, Marco; … - 2023
Persistent link: https://www.econbiz.de/10014420291
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Expected monetary policy and the dynamics of bank lending rates
Kwapil, Claudia; Scharler, Johann - 2009
Persistent link: https://www.econbiz.de/10003847027
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Systemic tail risk: high-frequency measurement, evidence and implications
Erdemlioglu, Deniz; Neely, Christopher J.; Yang, Xiye - 2023
Persistent link: https://www.econbiz.de/10014320683
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Searching for the natural rate of interest : a Euro-area perspective
Crespo Cuaresma, Jesús; Gnan, Ernest; … - 2003
Persistent link: https://www.econbiz.de/10001791350
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Monetary policy surprises and their transmission through term premia and expected interest rates
Kaminska, Iryna; Mumtaz, Haroon; Šustek, Roman - 2020
for macroeconomic outcomes? Using an affine term structure model, we shed new light on these questions. Estimation is … subject to restrictions addressing an estimation bias in expected interest rates obtained by previous studies. Highfrequency … the transmission mechanism and broadly consistent with macroeconomic theory. …
Persistent link: https://www.econbiz.de/10012316011
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The evolution of the natural rate of interest : evidence from the Scandinavian countries
Armelius, Hanna; Solberger, Martin; Spånberg, Erik; … - 2023
In this paper, the natural rate of interest in Denmark, Norway and Sweden are estimated. This is done by augmenting the Laubach and Williams (2003) framework with a dynamic factor model linked to economic indicators - a modelling choice which allows us to better identify business cycle...
Persistent link: https://www.econbiz.de/10014252436